Monday 27 January 2014
Creating Neural Net Training Features
In my last post I wrote about how I had successfully coded a basic walk forward neural net training regime and that I was going to then work on creating useful training features. To that end, for the past few weeks, I have been doing a lot of online searching and luckily I have come across the Comp-Engine timeseries website. On this site there is a code tab with a plethora of ways of extracting time series features for classification purposes, and what's more the code is MATLAB code, which is almost fully compatible with the Octave software I do my development in. The only drawback I can see is that some of the code references or depends on MATLAB toolboxes, which might not be freely available to non MATLAB license holders. It is my intention for the immediate future to investigate this resource more fully.